The purpose of this study was to investigate the prevalence and demographic risk factors of chronic pain and its comorbidity with depression. Computer-assisted telephone interviewing was utilized to obtain a representative community sample in the state of Michigan (N = 1,179). The prevalence of chronic pain due to any cause was 21.9%. Approximately 35% of participants with chronic pain also had comorbid depression (7.7% of the entire sample). Depression was not associated with pain types or sites. A multinomial regression analysis revealed several demographic correlates of chronic pain and depression. Participants with chronic pain or comorbid pain and depression were more likely to be older, female, employed less than full-time, and have less education than persons without either condition. Logistic regression analyses showed that younger participants were more likely to have comorbid pain and depression than chronic pain only. A similar but marginally significant effect was found for African-American participants. Compared to the depression only group, those in the comorbid group were more likely to be women and middle-aged. These findings provide additional evidence on the prevalence of comorbid pain and depression in the community and suggest that certain demographic groups with chronic pain may especially benefit from depression screenings.